ISDA Responds to EBA Consultation on Internal Models Benchmarking

On February 15, 2021, ISDA submitted a response to the European Banking Authority (EBA) on… Read more ISDA Responds to EBA Consultation on Internal Models Benchmarking

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Documents (1) for ISDA Responds to EBA Consultation on Internal Models Benchmarking

Documents (1) for Consultation Response on Data Inputs in the Risk Measurement Model

Documents (1) for Consultation Response on Risks Not in VAR and Stressed VAR

Documents (1) for Consultation Response on Internal Default Risk Model Requirements

Documents (1) for Consultation Response on the Calculation of the Stress Scenario Risk Measure

ISDA Standardized Approaches benchmarking for FRTB-SA, SA-CCR and CVA

ISDA benchmarking of standardized approaches (SA) helps firms and regulators achieve consistent and accurate implementation... Read more ISDA Standardized Approaches benchmarking for FRTB-SA, SA-CCR and CVA

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Documents (1) for Industry Response: Counterparty credit risk: Treatment of model limitations in banks’ internal models

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